Note: This content is accessible to all versions of every browser. However, this browser does not seem to support current Web standards, preventing the display of our site's design details.


Policy-based reserves for power systems


J. Warrington, P.J. Goulart, S. Mariéthoz, M. Morari

IEEE Transactions on Power Systems, vol. 28, no. 4, pp. 4427 - 4437

This paper introduces the concept of affine reserve policies for accommodating large, fluctuating renewable infeeds in power systems. The approach uses robust optimization with recourse to determine operating rules for power system entities such as generators and storage units. These rules, or policies, establish several hours in advance how these entities are to respond to errors in the prediction of loads and renewable infeeds once their values are discovered. Affine policies consist of a nominal power schedule plus a series of planned linear modifications that depend on the prediction errors that will become known at future times. We describe how to choose optimal affine policies that respect the power network constraints, namely matching supply and demand, respecting transmission line ratings, and the local operating limits of power system entities, for all realizations of the prediction errors. Crucially, these policies are time-coupled, exploiting the spatial and temporal correlation of these prediction errors. Affine policies are compared with existing reserve operation under standard modelling assumptions, and operating cost reductions are reported for a multi-day benchmark study featuring a poorly-predicted wind infeed. Efficient prices for such “policy-based reserves” are derived, and we propose new reserve products that could be traded on electricity markets.

Further Information

Type of Publication:


M. Morari

File Download:

Request a copy of this publication.
(Uses JavaScript)
% Autogenerated BibTeX entry
@Article { WarEtal:2013:IFA_4267,
    author={J. Warrington and P.J. Goulart and S. Mari{\'e}thoz and M. Morari},
    title={{Policy-based reserves for power systems}},
    journal={IEEE Transactions on Power Systems},
    pages={4427 -- 4437},
Permanent link